collaborators

1 paper

math.ST2019

Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but non-independent error terms

Yacouba Boubacar Maïnassara, Abdoulkarim Ilmi Amir

In this paper we consider portmanteau tests for testing the adequacy of multiplicative seasonal autoregressive moving-average (SARMA) models under the assumption that the errors ar…